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非极端个体极值用于改进帕累托前沿采样效率和决策制定

Non-Extreme Individual Minima for Improved Pareto Front Sampling Efficiency and Decision-Making

Systems Modeling and Simulation, Saarland University, Saarbrücken, Germany(萨尔兰大学)

Markus Herrmann-Wicklmayr, Kathrin Flaßkamp

AI总结:

本文提出非极端个体极值概念,通过改进帕累托前沿采样效率和决策制定方法,提升多目标优化的实用性与鲁棒性。

摘要:

在多目标优化中,最优权衡集——帕累托前沿——往往包含极陡或极平的区域。这些区域中的帕累托最优点通常对决策制定有限兴趣,因为边际替代率极值:一个目标的边际改进需要至少一个其他目标的显著恶化。这些不利的权衡经常出现在个体极值附近,其中单个目标达到其最小值而不考虑其他准则。为此,我们提出了非极端个体极值的概念,该概念基于L-实用正效率的概念。这些点可以作为标准个体极值的更不敏感替代品,用于后续相关方法。具体而言,它们允许在细化的乌托邦-纳迪尔超盒内对帕累托前沿采样进行更实际的限制,为图像空间标准化提供有意义的基础,并能通过关注具有可接受权衡的区域来增强决策制定技术,如膝点方法。我们提供了一个计算高效的算法来确定这些非极端个体极值,通过解决最多2n_J个标准加权和标量化问题,其中n_J是目标的数量。为了确保在不同目标规模下的鲁棒性,该方法结合了集成的图像空间标准化策略。数值示例,特别是凸学术案例和非凸现实应用,展示了该方法成功地排除了图像空间中实际上不相关的区域。

英文摘要:

In multi-objective optimization, the set of optimal trade-offs -- the Pareto front -- often contains regions that are extremely steep or flat. The Pareto optimal points in these regions are typically of limited interest for decision-making, as the marginal rate of substitution is extreme: a marginal improvement in one objective necessitates a significant deterioration in at least one other objective. These unfavorable trade-offs frequently occur near the individual minima, where single objectives attain their minimum values without considering the remaining criteria. To address this, we propose the concept of \emph{non-extreme individual minima} that relies on the notion of $L$-practical proper efficiency. These points can serve as a less sensitive replacement for \emph{standard} individual minima in subsequent related methods. Specifically, they allow for a more practical restriction of the Pareto front sampling within a refined utopia-nadir hyperbox, provide a meaningful basis for image space normalization, and can enhance decision-making techniques, such as knee-point methods, by focusing on regions with acceptable trade-offs. We provide a computationally efficient algorithm to determine these non-extreme individual minima by solving at most $2n_J$ standard weighted-sum scalarizations, where $n_J$ is the number of objectives. To ensure robustness across varying objective scales, the method incorporates an integrated image space normalization strategy. Numerical examples, specifically a convex academic case and a non-convex real-world application, demonstrate that the method successfully excludes practically irrelevant regions in the image space.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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